The performance of selected high-frequency trading proxies: An application on Turkish index futures market-Reference-Cited by-同舟云学术

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The performance of selected high-frequency trading proxies: An application on Turkish index futures market

Published:2024-07 Issue: Volume:65 Page:105523
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Olgun Onur^ORCID,Ekinci Cumhur^ORCID,Arıkan Ramazan

Publisher

Elsevier BV

Reference30 articles.

1. High-frequency trading and stock liquidity: an intraday analysis;Ben Ammar;Res. Int. Bus. Finance,2020

2. High-frequency trading, stock volatility, and intraday crashes;Ben Ammar;Q. Rev. Econ. Finance,2022

3. Measuring agreement in method comparison studies;Bland;Stat. Methods Med. Res.,1999

4. Initial conditions and moment restrictions in dynamic panel data models;Blundell;J. Econom.,1998

5. High-frequency trading competition;Brogaard;J. Financ. Quant. Anal.,2018

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